1: Melt the chopped dark chocolate in a bowl over a double boiler and let it cool slightly.
2: Combine the melted chocolate with mascarpone.
3: Add powdered sugar, chili powder, and milk to the mixture and mix until smooth.
4: Transfer the chocolate mascarpone cream to a pastry bag and pipe onto a Pavesini biscuit, then top with another biscuit, pressing lightly.
5: Refrigerate for a few minutes.
6: Dust with powdered sugar or cocoa just before serving.